+25.5%
BA vs KMX
-1.1%
+26.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.9% |
| 7D | -1.4% | -2.3% | +0.9% | -0.6% |
| 30D | -7.9% | +6.3% | -14.2% | -10.7% |
| 3M | -25.2% | -7.4% | -17.8% | -23.6% |
| 6M | -26.7% | +37.9% | -64.6% | -37.7% |
| YTD | -19.6% | +39.5% | -59.1% | -33.8% |
| 1Y | -10.6% | +57.9% | -68.4% | -30.7% |
| 3Y | -11.2% | -15.0% | +3.7% | -17.4% |
| 5Y | -20.4% | -64.1% | +43.7% | +12.1% |
| All | +25.5% | -1.1% | +26.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling